On utility maximization in discrete-time financial market models (Q558678)
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scientific article
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| English | On utility maximization in discrete-time financial market models |
scientific article |
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On utility maximization in discrete-time financial market models (English)
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13 July 2005
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utility maximization
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asymptotic elasticity of utility functions
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martingale measures
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0.9155715703964232
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0.8857505917549133
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0.853199303150177
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0.847568154335022
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0.8466300368309021
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